My guess is you misunderstood a little bit.
The files that Word (or another MS Office application) says you are unable to delete due to lacking permissions are some temporary files. When you open an email attachment, it's copy is saved internally in Word's special hidden folder. And this copy is the
one that you open from Word, and this is exactly the file it tries to delete and due to some unknown bug it cant.
The "delete all data" feature for an application flushes this hidden folder. It means only those copies of your files are deleted. Nothing else. All your email attachments are still in email, other files that are actually in some other folders are still
there as well. However, for example, if you opened some old email attachment and later on deleted that email, even though you are still able to open that hidden copy, you won't be able to if you "delete data".